CME Japanese Yen Future June 2011
Trading Metrics calculated at close of trading on 12-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1.1781 |
1.1813 |
0.0032 |
0.3% |
1.1887 |
High |
1.1838 |
1.1986 |
0.0148 |
1.3% |
1.1931 |
Low |
1.1746 |
1.1798 |
0.0052 |
0.4% |
1.1697 |
Close |
1.1816 |
1.1948 |
0.0132 |
1.1% |
1.1793 |
Range |
0.0092 |
0.0188 |
0.0096 |
104.3% |
0.0234 |
ATR |
0.0127 |
0.0131 |
0.0004 |
3.5% |
0.0000 |
Volume |
97,582 |
170,315 |
72,733 |
74.5% |
626,116 |
|
Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2475 |
1.2399 |
1.2051 |
|
R3 |
1.2287 |
1.2211 |
1.2000 |
|
R2 |
1.2099 |
1.2099 |
1.1982 |
|
R1 |
1.2023 |
1.2023 |
1.1965 |
1.2061 |
PP |
1.1911 |
1.1911 |
1.1911 |
1.1930 |
S1 |
1.1835 |
1.1835 |
1.1931 |
1.1873 |
S2 |
1.1723 |
1.1723 |
1.1914 |
|
S3 |
1.1535 |
1.1647 |
1.1896 |
|
S4 |
1.1347 |
1.1459 |
1.1845 |
|
|
Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2509 |
1.2385 |
1.1922 |
|
R3 |
1.2275 |
1.2151 |
1.1857 |
|
R2 |
1.2041 |
1.2041 |
1.1836 |
|
R1 |
1.1917 |
1.1917 |
1.1814 |
1.1862 |
PP |
1.1807 |
1.1807 |
1.1807 |
1.1780 |
S1 |
1.1683 |
1.1683 |
1.1772 |
1.1628 |
S2 |
1.1573 |
1.1573 |
1.1750 |
|
S3 |
1.1339 |
1.1449 |
1.1729 |
|
S4 |
1.1105 |
1.1215 |
1.1664 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1986 |
1.1697 |
0.0289 |
2.4% |
0.0120 |
1.0% |
87% |
True |
False |
137,315 |
10 |
1.2146 |
1.1697 |
0.0449 |
3.8% |
0.0124 |
1.0% |
56% |
False |
False |
136,200 |
20 |
1.2957 |
1.1697 |
0.1260 |
10.5% |
0.0150 |
1.3% |
20% |
False |
False |
135,781 |
40 |
1.2957 |
1.1697 |
0.1260 |
10.5% |
0.0130 |
1.1% |
20% |
False |
False |
88,271 |
60 |
1.2957 |
1.1697 |
0.1260 |
10.5% |
0.0117 |
1.0% |
20% |
False |
False |
58,903 |
80 |
1.2957 |
1.1697 |
0.1260 |
10.5% |
0.0102 |
0.9% |
20% |
False |
False |
44,191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2785 |
2.618 |
1.2478 |
1.618 |
1.2290 |
1.000 |
1.2174 |
0.618 |
1.2102 |
HIGH |
1.1986 |
0.618 |
1.1914 |
0.500 |
1.1892 |
0.382 |
1.1870 |
LOW |
1.1798 |
0.618 |
1.1682 |
1.000 |
1.1610 |
1.618 |
1.1494 |
2.618 |
1.1306 |
4.250 |
1.0999 |
|
|
Fisher Pivots for day following 12-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1929 |
1.1915 |
PP |
1.1911 |
1.1883 |
S1 |
1.1892 |
1.1850 |
|